+1,778.3%
CL vs ACGL
+4,429.2%
-2,650.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.2% |
| 7D | -2.2% | -0.7% | -1.4% | -2.1% |
| 30D | -4.8% | -1.0% | -3.8% | -4.7% |
| 3M | +4.9% | +11.0% | -6.1% | +3.1% |
| 6M | -5.7% | -0.3% | -5.4% | -5.7% |
| YTD | +14.4% | +2.3% | +12.1% | +13.8% |
| 1Y | +8.7% | +6.4% | +2.4% | +7.4% |
| 3Y | +30.0% | +34.0% | -4.0% | +22.9% |
| 5Y | +28.4% | +161.6% | -133.3% | +8.0% |
| 10Y | +50.1% | +278.6% | -228.5% | +17.3% |
| All | +1,778.3% | +4,429.2% | -2,650.9% | +1,111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling